NYMEX Light Sweet Crude Oil Future March 2023
Trading Metrics calculated at close of trading on 01-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
88.20 |
85.48 |
-2.72 |
-3.1% |
86.35 |
High |
88.55 |
85.53 |
-3.02 |
-3.4% |
91.44 |
Low |
85.15 |
82.85 |
-2.30 |
-2.7% |
84.24 |
Close |
85.84 |
83.47 |
-2.37 |
-2.8% |
88.35 |
Range |
3.40 |
2.68 |
-0.72 |
-21.2% |
7.20 |
ATR |
3.31 |
3.29 |
-0.02 |
-0.7% |
0.00 |
Volume |
30,277 |
26,364 |
-3,913 |
-12.9% |
120,368 |
|
Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.99 |
90.41 |
84.94 |
|
R3 |
89.31 |
87.73 |
84.21 |
|
R2 |
86.63 |
86.63 |
83.96 |
|
R1 |
85.05 |
85.05 |
83.72 |
84.50 |
PP |
83.95 |
83.95 |
83.95 |
83.68 |
S1 |
82.37 |
82.37 |
83.22 |
81.82 |
S2 |
81.27 |
81.27 |
82.98 |
|
S3 |
78.59 |
79.69 |
82.73 |
|
S4 |
75.91 |
77.01 |
82.00 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.61 |
106.18 |
92.31 |
|
R3 |
102.41 |
98.98 |
90.33 |
|
R2 |
95.21 |
95.21 |
89.67 |
|
R1 |
91.78 |
91.78 |
89.01 |
93.50 |
PP |
88.01 |
88.01 |
88.01 |
88.87 |
S1 |
84.58 |
84.58 |
87.69 |
86.30 |
S2 |
80.81 |
80.81 |
87.03 |
|
S3 |
73.61 |
77.38 |
86.37 |
|
S4 |
66.41 |
70.18 |
84.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.43 |
82.85 |
8.58 |
10.3% |
3.32 |
4.0% |
7% |
False |
True |
26,837 |
10 |
91.44 |
82.85 |
8.59 |
10.3% |
3.11 |
3.7% |
7% |
False |
True |
24,787 |
20 |
91.44 |
82.31 |
9.13 |
10.9% |
3.11 |
3.7% |
13% |
False |
False |
22,695 |
40 |
91.86 |
80.00 |
11.86 |
14.2% |
3.25 |
3.9% |
29% |
False |
False |
19,581 |
60 |
104.91 |
80.00 |
24.91 |
29.8% |
3.50 |
4.2% |
14% |
False |
False |
16,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.92 |
2.618 |
92.55 |
1.618 |
89.87 |
1.000 |
88.21 |
0.618 |
87.19 |
HIGH |
85.53 |
0.618 |
84.51 |
0.500 |
84.19 |
0.382 |
83.87 |
LOW |
82.85 |
0.618 |
81.19 |
1.000 |
80.17 |
1.618 |
78.51 |
2.618 |
75.83 |
4.250 |
71.46 |
|
|
Fisher Pivots for day following 01-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
84.19 |
87.14 |
PP |
83.95 |
85.92 |
S1 |
83.71 |
84.69 |
|